+354.1%
USFD vs ALLY
+174.3%
+179.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | +10.2% | +5.2% | +4.9% | +7.3% |
| 3M | -1.5% | -13.3% | +11.8% | +6.0% |
| 6M | +27.3% | -6.7% | +34.0% | +30.7% |
| YTD | +44.0% | -12.8% | +56.8% | +51.5% |
| 1Y | +50.4% | +0.7% | +49.7% | +45.9% |
| 3Y | +153.6% | +65.2% | +88.4% | +70.3% |
| 5Y | +219.0% | -10.1% | +229.1% | +194.2% |
| All | +354.1% | +174.3% | +179.9% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling